it looks like your server configuration doesn't allow to run the script long enough to create full sitemap. Please try to increase memory_limit and max_execution_time settings in php configuration at your host (php.ini file) or contact hosting support regarding this.

Yes, my support guy increased both memory_limit and max_execution_time. So the script could run up to 10 minutes using 128MB of memory.

Not directly related but just to continue with what happened... My forum had some really really deep threads and the generator ran for hours going 200+ links deep at which point my firewall kicked in and shut it all down. I told it to just go 10 links deep and its working perfectly now.